If you are seeing this page, it's because you have not set up your preview url yet. What you really want to see is the page on your site that you are editing. All you have to do is close this window, go the the "Preview Url" text box in the area (page, blog, file library, etc) and enter the url of the page on your site that you want to be able to preview. Make sure you enter the full url including the "http://" portion. The best way to do it is to go to your site, go the page and copy the url from the address bar in your browser.